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calculate the standard deviation of a portfolio consisting of 25% stock A and 75% stock B. Stock Var CoV A,B = 0.036 A 0.09 B
calculate the standard deviation of a portfolio consisting of 25% stock A and 75% stock B.
Stock | Var | CoV A,B = 0.036 |
A | 0.09 | |
B | 0.25 |
NOTE: the correct answer is 0.3997. I am more interested in the correct formula and process of solving the problem. Please show all work and calculations, Thank you!
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